| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,915.0 |
2,958.0 |
43.0 |
1.5% |
2,795.0 |
| High |
2,950.0 |
2,959.0 |
9.0 |
0.3% |
2,937.0 |
| Low |
2,910.0 |
2,912.0 |
2.0 |
0.1% |
2,751.0 |
| Close |
2,943.0 |
2,921.0 |
-22.0 |
-0.7% |
2,921.0 |
| Range |
40.0 |
47.0 |
7.0 |
17.5% |
186.0 |
| ATR |
48.2 |
48.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,106,877 |
1,258,058 |
151,181 |
13.7% |
6,314,503 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,071.7 |
3,043.3 |
2,946.9 |
|
| R3 |
3,024.7 |
2,996.3 |
2,933.9 |
|
| R2 |
2,977.7 |
2,977.7 |
2,929.6 |
|
| R1 |
2,949.3 |
2,949.3 |
2,925.3 |
2,940.0 |
| PP |
2,930.7 |
2,930.7 |
2,930.7 |
2,926.0 |
| S1 |
2,902.3 |
2,902.3 |
2,916.7 |
2,893.0 |
| S2 |
2,883.7 |
2,883.7 |
2,912.4 |
|
| S3 |
2,836.7 |
2,855.3 |
2,908.1 |
|
| S4 |
2,789.7 |
2,808.3 |
2,895.2 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,427.7 |
3,360.3 |
3,023.3 |
|
| R3 |
3,241.7 |
3,174.3 |
2,972.2 |
|
| R2 |
3,055.7 |
3,055.7 |
2,955.1 |
|
| R1 |
2,988.3 |
2,988.3 |
2,938.1 |
3,022.0 |
| PP |
2,869.7 |
2,869.7 |
2,869.7 |
2,886.5 |
| S1 |
2,802.3 |
2,802.3 |
2,904.0 |
2,836.0 |
| S2 |
2,683.7 |
2,683.7 |
2,886.9 |
|
| S3 |
2,497.7 |
2,616.3 |
2,869.9 |
|
| S4 |
2,311.7 |
2,430.3 |
2,818.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,959.0 |
2,792.0 |
167.0 |
5.7% |
53.0 |
1.8% |
77% |
True |
False |
1,265,025 |
| 10 |
2,959.0 |
2,751.0 |
208.0 |
7.1% |
51.0 |
1.7% |
82% |
True |
False |
1,239,434 |
| 20 |
2,959.0 |
2,751.0 |
208.0 |
7.1% |
44.6 |
1.5% |
82% |
True |
False |
861,539 |
| 40 |
2,959.0 |
2,631.0 |
328.0 |
11.2% |
46.9 |
1.6% |
88% |
True |
False |
582,284 |
| 60 |
2,959.0 |
2,631.0 |
328.0 |
11.2% |
46.9 |
1.6% |
88% |
True |
False |
396,941 |
| 80 |
2,959.0 |
2,631.0 |
328.0 |
11.2% |
46.2 |
1.6% |
88% |
True |
False |
298,938 |
| 100 |
2,959.0 |
2,568.0 |
391.0 |
13.4% |
45.8 |
1.6% |
90% |
True |
False |
240,211 |
| 120 |
2,959.0 |
2,535.0 |
424.0 |
14.5% |
44.3 |
1.5% |
91% |
True |
False |
200,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,158.8 |
|
2.618 |
3,082.0 |
|
1.618 |
3,035.0 |
|
1.000 |
3,006.0 |
|
0.618 |
2,988.0 |
|
HIGH |
2,959.0 |
|
0.618 |
2,941.0 |
|
0.500 |
2,935.5 |
|
0.382 |
2,930.0 |
|
LOW |
2,912.0 |
|
0.618 |
2,883.0 |
|
1.000 |
2,865.0 |
|
1.618 |
2,836.0 |
|
2.618 |
2,789.0 |
|
4.250 |
2,712.3 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,935.5 |
2,922.5 |
| PP |
2,930.7 |
2,922.0 |
| S1 |
2,925.8 |
2,921.5 |
|